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  • Search: subject:"Bayesian Var"
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Year of publication
Subject
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Bayesian VAR 242 VAR-Modell 143 VAR model 134 Bayes-Statistik 99 Bayesian inference 94 Schock 55 Shock 53 Monetary policy 51 Geldpolitik 50 Prognoseverfahren 48 Forecasting model 43 Theorie 34 Schätzung 32 Theory 32 Estimation 30 Zeitreihenanalyse 27 Inflation 24 Time series analysis 24 forecasting 23 sign restrictions 22 Euro area 20 Geldpolitische Transmission 20 monetary policy 20 Eurozone 19 Konjunktur 19 Monetary transmission 19 Business cycle 18 USA 17 EU countries 16 EU-Staaten 16 Economic forecast 16 Wirkungsanalyse 16 Wirtschaftsprognose 16 Forecasting 15 Impact assessment 15 Bank lending 14 Kreditgeschäft 14 Credit 13 Prognose 13 Volatility 13
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Online availability
All
Free 307 CC license 13
Type of publication
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Book / Working Paper 250 Article 55 Other 2
Type of publication (narrower categories)
All
Working Paper 181 Graue Literatur 107 Non-commercial literature 107 Arbeitspapier 99 Article in journal 34 Aufsatz in Zeitschrift 34 Article 12 Conference Paper 2 Konferenzschrift 2 Amtliche Publikation 1 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 265 Undetermined 40 French 1 Spanish 1
Author
All
Österholm, Pär 18 Kiss, Tamás 10 Nguyen, Hoang 10 Koop, Gary 9 Bańbura, Marta 7 Berger, Helge 7 Cafiso, Gianluca 7 Giannone, Domenico 7 Mazur, Stepan 7 Reichlin, Lucrezia 7 Foroni, Claudia 6 Furlanetto, Francesco 6 Marcellino, Massimiliano 6 Martin, Reiner 6 Moccero, Diego 6 Aastveit, Knut Are 5 Chatterjee, Arpita 5 Conti, Antonio M. 5 Drautzburg, Thorsten 5 Neri, Stefano 5 Rivolta, Giulia 5 Sand-Zantman, Alain 5 Scharnagl, Michael 5 Afanasyeva, Elena 4 Allegret, Jean-Pierre 4 Bhattarai, Saroj 4 Bratu, Mihaela 4 Büyükbaşaran, Tayyar 4 Carriero, Andrea 4 De Mol, Christine 4 Fratzscher, Marcel 4 Götz, Thomas B. 4 Huljak, Ivan 4 Karlsson, Sune 4 Korobilis, Dimitris 4 Martínez Hernández, Catalina 4 Menz, Jan-Oliver 4 Mohimont, Jolan 4 Pancaro, Cosimo 4 Park, Woong-yong 4
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Institution
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European Central Bank 7 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 HAL 3 Banca d'Italia 2 Central Bank of Ireland 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Deutsche Bundesbank 2 Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 International Monetary Fund (IMF) 2 Oesterreichische Nationalbank 2 Schweizerische Nationalbank (SNB) 2 CESifo 1 Centre for Development Economics, Delhi School of Economics 1 Department of Economics, Adam Smith Business School 1 Department of Economics, European University Institute 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Economic Research Southern Africa (ERSA) 1 Economics Department, University of Missouri 1 Economics Department, University of Strathclyde 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen 1 Faculty of Economics, University of Cambridge 1 Federal Reserve Bank of Cleveland 1 Federal Reserve Bank of Richmond 1 Gaidar Institute for Economic Policy 1 Groupe d'Analyse et de Théorie Économique Lyon St-Étienne (GATE Lyon St-Étienne), Faculté de Sciences Économiques et de Gestion 1 House of Finance, Goethe Universität Frankfurt am Main 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institute for the Study of Labor (IZA) 1 Narodna Banka na Republika Makedonija 1 Norges Bank 1 Panepistēmio Kypru / Kentro Oikonomikōn Ereunōn 1 Reserve Bank of Australia 1 Rimini Centre for Economic Analysis (RCEA) 1 School of Economics and Finance, Queen Mary 1 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1 Suomen Pankki 1 Türkiye Cumhuriyet Merkez Bankası 1 University of Strathclyde / Department of Economics 1
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Published in...
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Working Paper 21 ECB Working Paper 20 Working paper series / European Central Bank 12 Working paper 10 Discussion paper 8 CESifo Working Paper 7 CESifo working papers 7 Working Paper Series / European Central Bank 7 MPRA Paper 5 Bundesbank Discussion Paper 4 CAMA working paper series 4 Questioni di economia e finanza 4 Research technical papers 4 Temi di discussione / Banca d'Italia 4 Post-Print / HAL 3 Ruhr Economic Papers 3 Ruhr economic papers 3 Working paper / Türkiye Cumhuriyet Merkez Bankası 3 BOFIT Discussion Papers 2 Chemnitz Economic Papers 2 Chemnitz economic papers 2 CrossCultural Management Journal 2 DIW Discussion Papers 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion Papers / Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin 2 Discussion Papers of DIW Berlin 2 Diskussionsbeiträge 2 IES Working Paper 2 IES working paper 2 IMF Working Papers 2 IMFS Working Paper Series 2 IZA Discussion Papers 2 Journal of Applied Economics 2 Journal of Risk and Financial Management 2 Journal of risk and financial management : JRFM 2 Kiel Working Paper 2 Occasional papers / National Bank of Romania 2 Quantitative economics : QE ; journal of the Econometric Society 2 Quantitative finance and economics 2
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Source
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ECONIS (ZBW) 143 EconStor 96 RePEc 65 BASE 3
Showing 1 - 10 of 307
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Immigration (from Ukraine) and labour market in Poland : evidence from Bayesian VAR models
Postek, Łukasz; Walerych, Małgorzata - 2025
Persistent link: https://www.econbiz.de/10015197278
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On the time-varying causal relationships that drive bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2025
Persistent link: https://www.econbiz.de/10015401931
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Inflation forecasting in turbulent times
Ertl, Martin; Fortin, Ines; Hlouskova, Jaroslava; Koch, … - In: Empirica : journal of european economics 52 (2025) 1, pp. 5-37
Persistent link: https://www.econbiz.de/10015333762
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Energy prices, inflation and the ECB’s monetary policy during the 2021-22 energy crisis
Neri, Stefano - 2025
Persistent link: https://www.econbiz.de/10015406497
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Steering through uncertainties : insights from LBVAR model on Hong Kong, China's economic prospects
Kim, Jungsung - 2025
Persistent link: https://www.econbiz.de/10015407866
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Energy price shocks and their effects on the main macroeconomic variables : a Bayesian SVAR analysis
Infante, Luigi; Lilla, Francesca; Pasetto, Michela E. - 2025
Persistent link: https://www.econbiz.de/10015408807
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Assessing the impact of global macroeconomic conditions for capital flows in Albania
Hoda, Bledar - 2025
Persistent link: https://www.econbiz.de/10015196371
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Star-struck; monetary policy and the neutral rate
Garabedian, Garo - 2025
Persistent link: https://www.econbiz.de/10015410010
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Nowcasting made easier: A toolbox for economists
Linzenich, Jan; Meunier, Baptiste - 2024
We provide a versatile nowcasting toolbox that supports three model classes (dynamic factor models, large Bayesian VAR …
Persistent link: https://www.econbiz.de/10015199442
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Fiscal Impacts of Climate Anomalies
Pintus, Francesco Jacopo; Jacobs, Jan P.A.M.; Sterken, Elmer - 2024
The negative effects of climate change on output and productivity have been well documented in recent years. However, its impact on public finances has received little attention. This paper attempts to fill this gap by analysing the impact of climate anomalies on fiscal variables in a...
Persistent link: https://www.econbiz.de/10015211282
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